Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1796160.7182 | 1823285.2844 | -27124.5662 | 379386.5786 | 686879.6302 | -307493.0516 |
Total P&L (%) | 1796.1607 | 1823.2853 | -27.1246 | 379.3866 | 686.8796 | -307.4931 |
Avg Daily Profit (%) | 0.8622 | 0.8752 | -0.013 | 0.0753 | 0.0991 | 0 |
Buy And Hold Return (%) | 549.1411 | 549.1411 | 549.1411 | 549.1411 | 549.1411 | 549.1411 |
Max Trade Drawdown | -123068 | -112245 | -119865 | -2540845 | -1431213 | -1158745 |
Profit Factor | 3.3507 | 5.592 | 0.9261 | 1.0603 | 1.1978 | 0.8909 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 65 | 36 | 29 | 65 | 36 | 29 |
Profitability (%) | 36.8932 | 30.7692 | 43.1373 | 36.8932 | 30.7692 | 43.1373 |
Ratio Avg Win / Avg Loss | 5.7315 | 12.5819 | 1.2208 | 1.8137 | 2.6951 | 1.1743 |
Largest Winning Trade | 1651770 | 1651770 | 61654 | 1788649 | 1788649 | 435466 |
Largest Losing Trade | -29982 | -29982 | -27475 | -795286 | -795286 | -476286 |
Avg Bars in Trades | 239 | 222 | 257 | 239 | 222 | 257 |
Avg Bars in Winners | 441 | 456 | 429 | 441 | 456 | 429 |
Avg Bars in Losers | 121 | 118 | 126 | 121 | 118 | 126 |
Bars Traded | 24673 | 11557 | 13116 | 24673 | 11557 | 13116 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429602 | -169177 | -761835 | -416134 | -337688 | -761835 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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